The Itô SDEs and Fokker–Planck equations with Osgood and Sobolev coefficients-Reference-Cited by-同舟云学术

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The Itô SDEs and Fokker–Planck equations with Osgood and Sobolev coefficients

Published:2017-08-02 Issue:3 Volume:90 Page:379-410
ISSN:1744-2508
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Luo Dejun¹²

Affiliation:

1. Key Laboratory of Random Complex Structures and Data Sciences, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, China.

2. School of Mathematical Sciences, University of the Chinese Academy of Sciences, Beijing, China.

Funder

Chinese Academy of Sciences

National Natural Science Foundation of China

Seven Main Directions of the Academy of Mathematics and Systems Science

Publisher

Informa UK Limited

Subject

Modelling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442508.2017.1357723

Reference45 articles.

1. Modulus of continuity of the canonic Brownian motion “on the group of diffeomorphisms of the circle”

2. Transport equation and Cauchy problem for BV vector fields

3. The Flow Associated to Weakly Differentiable Vector Fields: Recent Results and Open Problems

4. On flows associated to Sobolev vector fields in Wiener spaces: An approach à la DiPerna–Lions

5. Uniqueness of solutions to weak parabolic equations for measures

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On the Ambrosio–Figalli–Trevisan Superposition Principle for Probability Solutions to Fokker–Planck–Kolmogorov Equations;Journal of Dynamics and Differential Equations;2020-02-05

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